It is true. You can't play multiplayer parts of the games if you are living an unsupported country if the game is using shitty GFWL. You can only play sp parts with offline profile and this is bad, because of it I hate GFWL I hope it will die soon. Also older games have limited activations if you ran out of activation you must contact Microsoft to get a new key. Steamworks is a way better than it. Here is the list of the supported countries.
http://en.wikipedia.org/wiki/Xbox_Live